Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 0.23% | 4.28 CHF | 4.29 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 109,452 CHF | 109,702 CHF | 99.97% | 99.97% |
19/11/2024 | 0.23% | 4.33 CHF | 4.34 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 107,289 CHF | 107,539 CHF | 99.80% | 99.80% |
18/11/2024 | 0.22% | 4.41 CHF | 4.42 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 111,855 CHF | 112,105 CHF | 99.91% | 99.91% |
15/11/2024 | 0.22% | 4.56 CHF | 4.57 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 113,810 CHF | 114,060 CHF | 100.00% | 100.00% |
14/11/2024 | 0.23% | 4.29 CHF | 4.30 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 108,051 CHF | 108,301 CHF | 99.53% | 99.53% |
13/11/2024 | 0.24% | 4.23 CHF | 4.24 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 105,800 CHF | 106,050 CHF | 99.96% | 99.96% |
12/11/2024 | 0.22% | 4.25 CHF | 4.26 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 112,358 CHF | 112,608 CHF | 99.81% | 99.81% |
11/11/2024 | 0.21% | 4.67 CHF | 4.68 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 116,425 CHF | 116,675 CHF | 99.81% | 99.81% |
08/11/2024 | 0.23% | 4.49 CHF | 4.50 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 110,950 CHF | 111,200 CHF | 99.88% | 99.88% |
07/11/2024 | 0.24% | 4.31 CHF | 4.32 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 106,238 CHF | 106,488 CHF | 99.91% | 99.91% |